+11.7%
DASH vs VIG
+92.1%
-80.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -3.9% |
| 7D | -10.6% | -0.4% | -10.1% | -9.9% |
| 30D | +2.2% | -1.0% | +3.1% | +3.8% |
| 3M | +32.3% | +2.8% | +29.5% | +26.7% |
| 6M | +19.1% | +8.2% | +10.9% | +4.8% |
| YTD | -6.5% | +11.0% | -17.5% | -21.2% |
| 1Y | -14.9% | +16.1% | -31.0% | -33.5% |
| 3Y | +151.9% | +56.2% | +95.8% | +17.3% |
| 5Y | +9.4% | +63.0% | -53.5% | -51.5% |
| All | +11.7% | +92.1% | -80.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling